18th Colloquium Bachelier on Financial Mathematics and Stochastic Calculus
The 18th Colloquium Bachelier will take place from 11 to 17 January, 2026.
We offer full support for travel and local expenses for students and researchers from Ukraine.
The number of participants is limited to 80. Last year we had to operate a waiting list. We therefore recommnedearly registration.
Update: The registration closes on 15 October 2025midnight (Paris local time).
No registration will be accepted beyond this deadline.
The payments have to be done by credit or debit card.
Presentations :
The conference will last 5 days during which around ten presentations per day of varying length (30 to 45 min) will be presented. The high number of presentations will allow a significant number of young participants to present their work in a parallel session. There will also be three invited extended lectures by leading experts giving an overview of active research areas. This year's lectures will be given by
Laurence Carassus (Université Paris-Saclay)
Rama Cont (University of Oxford) and
Dylan Possamai (ETH Zurich).
Theme: Innovative problems in financial mathematics and stochastic calculus.
Program: The following areas will be covered: 1. Financial market models with transaction costs; 2. Risk measures; 3. Stochastic control; 4. Stochastic differential equations including BSDEs; 5. Theory of arbitrage (with or without friction); 6. Actuarial science; 7. Machine Learning; 8. Artificial intelligence.
Location: The conference will take place in Métabief (25-Doubs) at the AZUREVA residence center.
All participants will benefit from full board at the venue of the event.